From: Ian Jackson <ijackson@chiark.greenend.org.uk>
Date: Wed, 29 Nov 2017 23:25:13 +0000 (+0000)
Subject: helixish: switch to siman
X-Git-Url: https://www.chiark.greenend.org.uk/ucgi/~ian/git?a=commitdiff_plain;h=0ab11c2eeb1713a802bcf5a4d689be4cd519a8eb;p=moebius3.git

helixish: switch to siman

Still a bit wip

Signed-off-by: Ian Jackson <ijackson@chiark.greenend.org.uk>
---

diff --git a/findcurve.c b/findcurve.c
index 6952778..56ae2ba 100644
--- a/findcurve.c
+++ b/findcurve.c
@@ -5,11 +5,12 @@
 
 #include <gsl/gsl_errno.h>
 #include <gsl/gsl_sf.h>
-#include <gsl/gsl_multiroots.h>
+#include <gsl/gsl_siman.h>
+#include <gsl/gsl_randist.h>
 
 #include "symbolic.c"
 
-#define X(i) gsl_vector_get(x,i)
+#define X(i) x[i]
 #define J_END_COL(i) \
   for (j=0; j<N; j++) gsl_matrix_set(J,i,j,J_COL[j]);
 
@@ -21,30 +22,51 @@ static inline double sinc(double x) {
   return gsl_sf_sinc(x / M_PI);
 }
 
-static int cb_f(const gsl_vector *x, void *params, gsl_vector *f) {
-  double *target = params;
-  double F[6];
+static double target[N];
 
+static double cb_Efunc(void *xp) {
+  const double *x = xp;
+  double F[N], e;
   int i;
   X_EXTRACT;
   F_POPULATE;
-  for (i=0; i<N; i++) gsl_vector_set(f,i, F[i] - target[i]);
-  return 0;
+  for (i=0, e=0; i<N; i++) {
+    double d = F[i] - target[i];
+    e += d*d;
+  }
+  return e;
 }
 
-static int cb_df(const gsl_vector *x, void *params, gsl_matrix *J) {
-  double J_COL[N];
-  int j;
-  X_EXTRACT;
-  J_POPULATE;
-  return 0;
+static void cb_step(const gsl_rng *rng, void *xp, double step_size) {
+  double *x = xp;
+  int i;
+  double step[N];
+  gsl_ran_dir_nd(rng, N,step);
+  for (i=0; i<N; i++)
+    x[i] += step_size * step[i];
 }
 
-static int cb_fdf(const gsl_vector *x, void *params,
-		  gsl_vector *f, gsl_matrix *J) {
-  cb_f(x,params,f);
-  cb_df(x,params,J);
-  return 0;
+static double cb_metric(void *xp, void *yp) {
+  const double *x=xp, *y=yp;
+  int i;
+  double s;
+  for (i=0, s=0; i<N; i++) {
+    double d = x[i] - y[i];
+    s += d*d;
+  }
+  return sqrt(s);
+}
+
+static void cb_print(void *xp) {
+  const double *x = xp;
+  double F[N];
+  int i;
+  X_EXTRACT;
+  F_POPULATE;
+  printf("\n[");
+  for (i=0; i<6; i++) printf(" %.18g,", x[i]);
+  for (i=0; i<6; i++) printf(" %.18g,", F[i]);
+  printf(" ]\n");
 }
 
 static double scan1double(void) {
@@ -59,59 +81,37 @@ static double scan1double(void) {
 }
 
 int main(void) {
-  double target[N], epsilon;
-  int i, j;
-
-  gsl_multiroot_function_fdf function;
-  function.f = cb_f;
-  function.df = cb_df;
-  function.fdf = cb_fdf;
-  function.n = N;
-  function.params = target;
+  double epsilon;
+  int i;
 
-  gsl_vector *startpoint = gsl_vector_alloc(N);
+  double startpoint[N];
 
-  gsl_multiroot_fdfsolver *solver
-    = gsl_multiroot_fdfsolver_alloc(gsl_multiroot_fdfsolver_hybridsj, N);
+  gsl_rng *rng = gsl_rng_alloc(gsl_rng_ranlxd2);
 
   for (;;) {
     /* 2N+1 doubles: target, initial guess, epsilon for residual */
     for (i=0; i<N; i++)
       target[i] = scan1double();
     for (i=0; i<N; i++)
-      gsl_vector_set(startpoint,i,scan1double());
+      startpoint[i] = scan1double();
     epsilon = scan1double();
 
-    gsl_multiroot_fdfsolver_set(solver, &function, startpoint);
-
-    int r;
-    for (;;) {
-      r = gsl_multiroot_fdfsolver_iterate(solver);
-      if (r) break;
-
-      printf("[");
-      for (i=0; i<6; i++) printf(" %.18g,", gsl_vector_get(solver->x, i));
-      for (i=0; i<6; i++) printf(" %.18g,",
-				 target[i] + gsl_vector_get(solver->f, i));
-      printf(" ]\n");
-
-      r = gsl_multiroot_test_residual(solver->f, epsilon);
-      if (r != GSL_CONTINUE) break;
-    }
-
-    if (r) {
-      gsl_matrix *j_dump = gsl_matrix_alloc(N,N);
-      cb_df(solver->x, target, j_dump);
-      fprintf(stderr,"// FC J %35s %35s", "d(Q)/", "d(dQ)/\n");
-      for (i=0; i<6; i++) {
-	fprintf(stderr,"// FC J d./d%-6s ", PARAM_NAMES[i]);
-	for (j=0; j<6; j++)
-	  fprintf(stderr," %10.5f,", gsl_matrix_get(j_dump, i, j));
-	fprintf(stderr,"\n");
-      }
-      fprintf(stderr,"ERROR %s\n",gsl_strerror(r));
-      exit(-1);
-    }
+    gsl_rng_set(rng,0);
+
+    gsl_siman_params_t siman_params = {
+      .k = 1.0,
+      .t_initial = 0.5,
+      .mu_t = 1.001,
+      .t_min = epsilon * 1E-3,
+    };
+
+    gsl_siman_solve(rng,
+		    startpoint,
+		    cb_Efunc, cb_step, cb_metric,
+		    0, // cb_print,
+		    0,0,0, sizeof(startpoint), siman_params);
+
+    cb_print(startpoint);
 
     printf("[]\n");
   }